Although there have been various researches in the detection of different figurative language, there is no single work in the automatic classification of euphemisms. Our primary work is to present a system for the automatic classification of euphemistic phrases in a document. In this research, a large dataset consisting of 100,000 sentences is collected from different resources for identifying euphemism or non-euphemism utterances. In this work, several approaches are focused to improve the euphemism classification: 1. A Combination of lexical n-gram features 2.Three Feature-weighting schemes 3.Deep learning classification algorithms. In this paper, four machine learning (J48, Random Forest, Multinomial Naïve Bayes, and SVM) and three deep learning algorithms (Multilayer Perceptron, Convolutional Neural Network, and Long Short-Term Memory) are investigated with various combinations of features and feature weighting schemes to classify the sentences. According to our experiments, Convolutional Neural Network (CNN) achieves precision 95.43%, recall 95.06%, F-Score 95.25%, accuracy 95.26%, and Kappa 0.905 by using a combination of unigram and bigram features with TF-IDF feature weighting scheme in the classification of euphemism. These results of experiments show CNN with a strong combination of unigram and bigram features set with TF-IDF feature weighting scheme outperforms another six classification algorithms in detecting the euphemisms in our dataset.